📘 Table of Contents¶

  • PORTFOLIO SUMMARY
  • TRANSACTIONS
    • Annual
    • Recent
      • SIP
  • TRANSACTION HISTORY
  • PORTFOLIO CHANGE
    • Top Loss Days
  • PORTFOLIO ANALYTICS
    • XIRR
    • Returns since last Purchase
  • ASSET ALLOCATION
  • Z-SCORE
  • KEY METRICS

PORTFOLIO SUMMARY


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TRANSACTIONS

Annual

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Recent

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SIP

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TRANSACTION HISTORY





























































































PORTFOLIO CHANGE

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Top Loss Days

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PORTFOLIO ANALYTICS

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Metric Description Period
CAGRCompound Annual Growth Rate—annualized return over the backtest.Daily
VolatilityAnnualized standard deviation of returns (measures risk).Daily
SharpeExcess annualized return per unit of volatility (uses risk-free rate).Daily
SortinoExcess annualized return per unit of downside deviation (penalizes only negative returns).Daily
TreynorExcess annualized return per unit of systematic risk (beta relative to benchmark).Daily
Jensen’s AlphaExcess annualized return over that predicted by CAPM (regression intercept).Daily
Max DrawdownLargest peak-to-trough % loss in NAV/price during period.Daily
Calmar RatioCAGR divided by absolute Max Drawdown—return per unit drawdown risk.Daily
Recovery FactorRatio of gain after max drawdown to drawdown size; reflects the portfolio's ability to recover losses.Daily
AlphaRegression intercept of excess return over benchmark (risk-adjusted, annualized).Daily
BetaRegression slope: sensitivity to benchmark moves (systematic risk).Daily
R-squared% of portfolio return explained by benchmark (regression fit statistic).Daily
CorrelationLinear correlation between portfolio returns and benchmark returns.Daily
Upside CaptureAverage portfolio return on days benchmark is positive, divided by avg benchmark return (as %).Daily
Downside CaptureSame as above, but on days when benchmark is negative.Daily
Best 1Y ReturnHighest rolling 1-year % return, based on daily data.Daily
Worst 1Y ReturnLowest rolling 1-year % return, based on daily data.Daily
VaR (5%)5th percentile worst daily return—estimated minimum loss at 95% confidence.Daily
CVaR (5%)Average loss on worst 5% of daily returns—“expected tail loss.”Daily
Win RatioProportion of days portfolio return > benchmark return (outperformance probability).Daily
Positive MonthsCount or proportion of months with positive total return.Monthly
Up MonthsCount of months with positive return.Monthly
Down MonthsCount of months with negative return.Monthly
% Time Above BenchmarkProportion of days when portfolio cumulative NAV exceeds benchmark NAV.Daily
 
 

XIRR

 
 







 
 

¶

Returns since last Purchase

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ASSET ALLOCATION

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Drop from Peak & Z-Score

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Drop from Peak vs Z-Score
Mean-reversion quadrant map
Prime Reversion
0
deep drop · cheap Z
Oversold Bounce
1
fallen · mean not supportive
Fading
13
early signal · wait
Overheated
5
no margin of safety
Quadrant
Z-Score
Drop from Peak
Current Value
Close / Peak
Peak Date
Prime Reversion — deep drop & cheap Z · best entry
Oversold Bounce — fallen hard, mean not supportive yet
Fading — early signal, wait for deeper drop
Overheated — no margin of safety · avoid
Threshold: drop < −15%  ·  Bubble size indicates current value  · 



Portfolio Breakdown
By Portfolio
Core
60%
Satellite
40%
By Strategy
Passive
52%
Active
48%
By RTA
CAMS
78%
KFIN
22%
By AMC
HDFC
18%
SBI
17%
Kotak
13%
DSP
9%
Bandhan
8%
ICICI
8%
Motilal
6%
Franklin
5%
PPFAS
5%
Nippon
4%
UTI
3%
JM
3%
Edelweiss
1%

KEY METRICS

Capital View
As of 27 Feb 2026
Total Value
₹7,419,524
Net Gain
₹1,062,524
XIRR
14.8%
Allocation
Equity: 75%
Debt: 10%
Commodity: 15%
Risk
Positive Months: 63%
Alpha: 1.8%
Beta: 0.97
Return Quality
Time above benchmark: 96%
Upside capture: 98%
Downside capture: 95%
CAGR
Portfolio
15.3%
Benchmark
13.5%
Volatility
Portfolio
16.1%
Benchmark
16.3%
Best 1Y Return
Portfolio
90.3%
Benchmark
90.6%
Worst 1Y Return
Portfolio
-29.6%
Benchmark
-31.0%
Sharpe
Portfolio
0.58
Benchmark
0.46
Sortino
Portfolio
0.68
Benchmark
0.55
Calmar
Portfolio
0.41
Benchmark
0.35
Max Drawdown
Portfolio
-37.6%
Benchmark
-38.4%

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